The word "philosophy" might be a bit strong when looking at Frost's "The Road Not Taken."  You shouldn't take the poem too seriously.  The poem is certainly not a "guide" or anything like that.  What it is is one of the most misinterpreted poems you will ever read.

Notice that the roads are really "about the same."  One road is not better, or more individualistic, than the other.  The speaker is not a rebel or nonconformist for having chosen the road he took.  Thus, the final two lines of the poem should be read as tongue-in-cheek:

I took the one less traveled by,
And that has made all the difference.

The speaker did not take the road less traveled, the roads were the same.  The lines speak to what the speaker will do with the incident years later when he is telling the story. 

If there is a serious element about the lack of human knowledge, it would be that humans cannot know what the results might have been following choices that we reject.  The "sigh" might suggest the speaker is wondering about what might have been.  The issue isn't that one road was better than the other, but that one road was different from the other.  We cannot know what might have been. 

That is a definite lack in human knowledge.  We can't know exactly what a choice will mean for us when we are deciding whether or not to take it, and after, if we reject a choice, we can't know what would have happened.